Apart from those already mentioned (Malzahar, Kassadin, Talon, LeBlanc), consider AP Sion. He has a reliable stun and a shield to withstand her harass/burst. He also has great burst. Malzahar is a fine counter, but mostly after level 6. Before that, it is a bit difficult for an inexperienced Malzahar to cope with Katarina's harass. If Malzahar survives until level 6, he will wreck her.